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For modern industrial applications, accurately detecting and diagnosing anomalies in multivariate time series data is essential. Despite such need, most state-of-the-art methods often prioritize detection performance over model…

Machine Learning · Computer Science 2024-10-31 Minha Kim , Kishor Kumar Bhaumik , Amin Ahsan Ali , Simon S. Woo

This work proposes a learnable filterbank based on a multi-channel masking framework for multi-channel source separation. The learnable filterbank is a 1D Conv layer, which transforms the raw waveform into a 2D representation. In contrast…

Audio and Speech Processing · Electrical Eng. & Systems 2023-03-15 Wang Dai , Archontis Politis , Tuomas Virtanen

We present XEM, an eXplainable-by-design Ensemble method for Multivariate time series classification. XEM relies on a new hybrid ensemble method that combines an explicit boosting-bagging approach to handle the bias-variance trade-off faced…

Machine Learning · Computer Science 2022-02-16 Kevin Fauvel , Élisa Fromont , Véronique Masson , Philippe Faverdin , Alexandre Termier

In this work, we introduce metrics to evaluate the use of simplified time series in the context of interpretability of a TSC -- a Time Series Classifier. Such simplifications are important because time series data, in contrast to text and…

Machine Learning · Computer Science 2025-11-04 Brigt Håvardstun , Felix Marti-Perez , Cèsar Ferri , Jan Arne Telle

Frequency-domain analysis has emerged as a powerful paradigm for time series analysis, offering unique advantages over traditional time-domain approaches while introducing new theoretical and practical challenges. This survey provides a…

Computational Engineering, Finance, and Science · Computer Science 2025-10-21 Qianru Zhang , Yuting Sun , Honggang Wen , Peng Yang , Xinzhu Li , Ming Li , Kwok-Yan Lam , Siu-Ming Yiu , Hongzhi Yin

Time series data are valuable but are often inscrutable. Gaining trust in time series classifiers for finance, healthcare, and other critical applications may rely on creating interpretable models. Researchers have previously been forced to…

Machine Learning · Computer Science 2021-11-09 Yuhui Wang , Diane J. Cook

Test-time compute has emerged as a powerful paradigm for improving the performance of large language models (LLMs), where generating multiple outputs or refining individual chains can significantly boost answer accuracy. However, existing…

Machine Learning · Computer Science 2025-09-26 Sheng Liu , Tianlang Chen , Pan Lu , Haotian Ye , Yizheng Chen , Lei Xing , James Zou

Time series shapelets are discriminative sub-sequences and their similarity to time series can be used for time series classification. Initial shapelet extraction algorithms searched shapelets by complete enumeration of all possible data…

Machine Learning · Computer Science 2017-11-03 Dripta S. Raychaudhuri , Josif Grabocka , Lars Schmidt-Thieme

Time series analysis is a field of data science which is interested in analyzing sequences of numerical values ordered in time. Time series are particularly interesting because they allow us to visualize and understand the evolution of a…

Machine Learning · Computer Science 2020-10-02 Hassan Ismail Fawaz

Shapelet-based algorithms are widely used for time series classification because of their ease of interpretation, but they are currently outperformed by recent state-of-the-art approaches. We present a new formulation of time series…

Computer Vision and Pattern Recognition · Computer Science 2022-06-10 Antoine Guillaume , Christel Vrain , Elloumi Wael

Time series forecasting plays an increasingly important role in modern business decisions. In today's data-rich environment, people often aim to choose the optimal forecasting model for their data. However, identifying the optimal model…

Applications · Statistics 2021-12-17 Xixi Li , Fotios Petropoulos , Yanfei Kang

This paper proposes a flexible framework for inferring large-scale time-varying and time-lagged correlation networks from multivariate or high-dimensional non-stationary time series with piecewise smooth trends. Built on a novel and unified…

Methodology · Statistics 2023-02-13 Lujia Bai , Weichi Wu

This study introduces a novel forecasting strategy that leverages the power of fractional differencing (FD) to capture both short- and long-term dependencies in time series data. Unlike traditional integer differencing methods, FD preserves…

Machine Learning · Computer Science 2023-12-05 Sarit Maitra , Vivek Mishra , Srashti Dwivedi , Sukanya Kundu , Goutam Kumar Kundu

In this paper, we propose ShapTST, a framework that enables time-series transformers to efficiently generate Shapley-value-based explanations alongside predictions in a single forward pass. Shapley values are widely used to evaluate the…

Machine Learning · Computer Science 2025-01-28 Qisen Cheng , Jinming Xing , Chang Xue , Xiaoran Yang

Time series forecasting is crucial for many fields, such as disaster warning, weather prediction, and energy consumption. The Transformer-based models are considered to have revolutionized the field of sequence modeling. However, the…

Machine Learning · Computer Science 2022-11-01 Junlong Tong , Liping Xie , Wankou Yang , Kanjian Zhang

Forecasting with multivariate time series, which aims to predict future values given previous and current several univariate time series data, has been studied for decades, with one example being ARIMA. Because it is difficult to measure…

Artificial Intelligence · Computer Science 2020-10-19 Youngjin Park , Deokjun Eom , Byoungki Seo , Jaesik Choi

Time-series prediction has drawn considerable attention during the past decades fueled by the emerging advances of deep learning methods. However, most neural network based methods lack interpretability and fail in extracting the hidden…

Machine Learning · Computer Science 2023-03-03 Xiaoyi Liu , Duxin Chen , Wenjia Wei , Xia Zhu , Wenwu Yu

Traditional time series analysis has long relied on pattern recognition, trained on static and well-established benchmarks. However, in real-world settings -- where policies shift, human behavior adapts, and unexpected events unfold --…

Artificial Intelligence · Computer Science 2025-10-16 Xinlei Wang , Mingtian Tan , Jing Qiu , Junhua Zhao , Jinjin Gu

The performance of convolutional neural networks has continued to improve over the last decade. At the same time, as model complexity grows, it becomes increasingly more difficult to explain model decisions. Such explanations may be of…

Computer Vision and Pattern Recognition · Computer Science 2023-03-28 Colton Crum , Patrick Tinsley , Aidan Boyd , Jacob Piland , Christopher Sweet , Timothy Kelley , Kevin Bowyer , Adam Czajka

Time-frequency representations are important for the analysis of time series. We have developed an online time-series analysis system and equipped it to reliably handle re-alignment in the time-frequency plane. The system can deal with…

Sound · Computer Science 2017-05-18 Coen Jonker , Arryon D. Tijsma , Ronald A. J. van Elburg